+21.5%
DECK vs PSKY
-78.3%
+99.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.6% |
| 7D | +3.4% | -24.6% | +28.0% | +5.4% |
| 30D | +6.4% | -36.1% | +42.6% | +9.9% |
| 3M | -12.2% | -37.3% | +25.1% | -9.9% |
| 6M | -20.9% | -40.5% | +19.7% | -18.3% |
| YTD | -17.3% | -47.7% | +30.4% | -13.8% |
| 1Y | -13.5% | -58.4% | +44.9% | -7.5% |
| 3Y | +2.6% | -40.7% | +43.3% | -0.7% |
| All | +21.5% | -78.3% | +99.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling